How to bring 3d effect in surface?
The primary problem with the lack of visual space is that you're using an Emission Shader for the blue and the red.  Emission shaders cannot receive shadows so they look more cartoony for something like this.  I would change the material to Diffuse:



I added a UV Sphere with a Solidify Modifier and mixed the Glass Shader with Transparent (mostly transparent) to take the "edge off the glassiness".